GTY vs. SCHD
Compare and contrast key facts about Getty Realty Corp. (GTY) and Schwab US Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GTY or SCHD.
Performance
GTY vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, GTY achieves a 14.62% return, which is significantly lower than SCHD's 16.58% return. Both investments have delivered pretty close results over the past 10 years, with GTY having a 11.78% annualized return and SCHD not far behind at 11.44%.
GTY
14.62%
0.28%
15.75%
18.18%
4.88%
11.78%
SCHD
16.58%
-0.07%
10.53%
26.04%
12.78%
11.44%
Key characteristics
| GTY | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.99 | 2.41 |
| Sortino Ratio | 1.44 | 3.46 |
| Omega Ratio | 1.18 | 1.42 |
| Calmar Ratio | 0.77 | 3.46 |
| Martin Ratio | 2.91 | 13.08 |
| Ulcer Index | 6.48% | 2.04% |
| Daily Std Dev | 19.07% | 11.08% |
| Max Drawdown | -63.18% | -33.37% |
| Current Drawdown | -2.95% | -1.27% |
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Correlation
The correlation between GTY and SCHD is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
GTY vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Getty Realty Corp. (GTY) and Schwab US Dividend Equity ETF (SCHD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
GTY vs. SCHD - Dividend Comparison
GTY's dividend yield for the trailing twelve months is around 5.64%, more than SCHD's 3.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTY Getty Realty Corp. | 5.64% | 5.95% | 4.90% | 4.92% | 5.45% | 4.32% | 4.45% | 4.27% | 4.04% | 6.71% | 5.27% | 4.63% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
GTY vs. SCHD - Drawdown Comparison
The maximum GTY drawdown since its inception was -63.18%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for GTY and SCHD. For additional features, visit the drawdowns tool.
Volatility
GTY vs. SCHD - Volatility Comparison
Getty Realty Corp. (GTY) has a higher volatility of 4.65% compared to Schwab US Dividend Equity ETF (SCHD) at 3.60%. This indicates that GTY's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.